These strategies trade Binance USDT-margined perpetual futures only: Bitcoin, Ether and the other large, liquid coins. Crypto trades around the clock and moves several times more than an equity index on a normal day, so the same rule usually shows a deeper drawdown here than on US ETFs. That is why the table starts from the shallowest fall and puts the return-to-drawdown ratio next to every annual rate.
4 strategies. Median max drawdown 42.5%, median CAGR 18.7%. Shallowest drawdown: Asymmetric Sharpe Perpetual Corridor (-16.8%). Highest return per unit of drawdown: Asymmetric Sharpe Perpetual Corridor (1.11).
By strategy type: Momentum rotation 2, Intraday & microstructure 1, Factor 1.
Each dot is one strategy: further left is a shallower worst fall, higher up is a higher annual rate. The upper-left corner is where return came with the least drawdown.
| # | Strategy | Max drawdown | Risk tier | CAGR | Sharpe | Return ÷ drawdown | Period |
|---|---|---|---|---|---|---|---|
| 1 | Asymmetric Sharpe Perpetual Corridor | -16.8% | Moderate drawdown | +18.6% | 1.17 | 1.11 | 2020–2026 |
| 2 | Quarter-Hour Microstructure Flow | -26.9% | High drawdown | +18.9% | 1.01 | 0.7 | 2019–2026 |
| 3 | Crypto Multi-Asset Momentum & Trend System | -58.1% | Very high drawdown | +43.2% | 0.94 | 0.74 | 2020–2026 |
| 4 | Realized Skewness Lottery Demand | -66.8% | Very high drawdown | +18.0% | 0.66 | 0.27 | 2019–2026 |
Re-run 2026-10-04.
Asymmetric Sharpe Perpetual Corridor, with a worst fall of -16.8% and a CAGR of +18.6% from 2020-03-28 to 2026-10-03.
Asymmetric Sharpe Perpetual Corridor: +18.6% CAGR against a -16.8% max drawdown, a return-to-drawdown (Calmar) ratio of 1.11.
No. Each number comes from re-running the strategy's current code on historical prices. Backtests leave out some real costs and do not predict future returns.
All strategy backtests, lowest drawdown first
Disclosure. Backtests are hypothetical simulations on historical data. They do not include every real-world cost, are not live results, and do not guarantee future returns. Educational research only, not investment advice.